題組內容

4. Let X1, X2, X3 be i.i.d. (independent and identically distributed) random variables with mean
0, 2, -1, and variance 1, 4, 9, respectively. Let Y1, Y2 be some linear combinations of X1, X2, and X3 as
follows:
610a067d12bd3.jpg
For the sake of analysis, we set 610a06960b2eb.jpg

(1)  Find the mean vector of 610a06a603906.jpg